We all have been victimized to some extent in this business - it is true that although producers hold those they hire up to extremely rigorous professional scrutiny, they reserve judgement upon themselves. In some sense, I would feel better not working at all, than having to work for someone who's respect I did not have, and who looks only at what he can get from me, not what we can create together. I'm sure that whatever the truth behind that producers decision, you are better off for it.
The difference between L.A. and New York is that in New York when you get robbed, you see the gun...

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2 Answers
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When you're robbed in New York you see the gun, and when you're robbed in Los Angeles you don't see the gun. I can think of two interpretations of what this means:

(My original interpretation) In New York, you get threatened with a gun first. In Los Angeles you're just shot from behind (and thus don't get to see the gun).

(Based on the context and TimLymington's answer) In New York you get threatened with a physical gun. In Los Angeles, the "gun" with which you're threatened is metaphorical, and not something you can see. But you're threatened and robbed all the same, by producers or whoever.

It's saying that New York is prone to obvious theft (like mugging), while L.A. is prone to more 'white-collar' theft, like fraud and overcharging.
FWIW, I took it as meaning that Hollywood will steal your idea (for a screenplay, or series, or movie...).